搜索结果: 1-8 共查到“统计学 data-driven”相关记录8条 . 查询时间(0.197 秒)
Data Driven Computing by the Morphing Fast Fourier Transform Ensemble Kalman Filter in Epidemic Spread Simulations
Data Driven Computing Morphing Fast Fourier Transform Ensemble Kalman Filter Epidemic Spread Simulations
2010/3/11
The FFT EnKF data assimilation method is proposed and applied to a stochastic
cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF
combines spatial statistics and ensemble f...
The smooth tests for testing uniformity were introduced
by Neyman [15]. The data driven method of selecting the
number d components in a smooth test for uniformity is discussed,
including the rust-...
DATA-DRIVEN SCORE TEST OF FIT FOR CONDITIONAL DISTRIBUTION IN THE GARCH(l,l) MODEL
GARCH(1,l) model noise distribution efficient score vector score test BIC Schwarz selection rule
2009/9/18
A data-driven score test for a conditional distribution
in the GARCH(1,l) model is proposed. Conditional distribution assumption
is verified by a score test, obtained from nesting the null
density ...
DATA-DRIVEN SCORE TESTS FOR HOMOSCEDASTIC LINEAR REGRESSION MODEL:ASYMPTOTIC RESULTS
Efficient score hypothesis testing data-driven test linear regression selection rule
2009/9/18
We describe and investigate new tests for testing the
validity of a semiparametric random-design linear regression model.
The tests were introduced in Inglot and Ledwina (2006a, b). We repeat
here ...
Data-driven wavelet-Fisz methodology for nonparametric function estimation
Besov spaces exponential inequality heteroscedasticity nonparametric regression variance function
2009/9/16
We propose a wavelet-based technique for the nonparametric estimation of functions contaminated with noise whose mean and variance are linked via a possibly unknown variance function. Our method, term...
A data-driven block thresholding approach to wavelet estimation
Adaptivity Besov body block thresholding James–Stein estimator nonparametric regression Stein’s unbiased risk estimate
2010/3/19
A data-driven block thresholding procedure for wavelet regression
is proposed and its theoretical and numerical properties are investigated.
The procedure empirically chooses the block size and thre...
Local superefficiency of data-driven projection density estimators in continuous time
Density estimation data-driven superefficiency continuous time processes
2009/2/23
We construct a data-driven projection density estimator for continuous time processes. This estimator reaches superoptimal rates over a class F0 of densities that is dense in the family of all possibl...
Data-driven efficient score tests for deconvolution problems
Hypothesis testing statistical inverse problems deconvolution efficient score test model selection data-driven test
2010/4/30
We consider testing statistical hypotheses about densities of
signals in deconvolution models. A new approach to this problem is proposed.
We constructed score tests for the deconvolution with the k...